-77.4%
PLTD vs SM
-24.7%
-52.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.7% | -2.8% | -5.9% |
| 7D | +4.2% | -22.3% | +26.5% | +0.9% |
| 30D | +20.8% | -21.4% | +42.2% | +17.2% |
| 3M | -2.6% | +1.4% | -3.9% | -1.3% |
| 6M | -33.1% | +0.1% | -33.2% | -31.8% |
| YTD | -20.0% | +59.0% | -79.0% | -7.4% |
| 1Y | -21.6% | +64.3% | -86.0% | -8.1% |
| All | -77.4% | -24.7% | -52.7% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling